Backed by research
We use metrics from academic papers and established investing research, not hidden scoring formulas.
Find mutual funds that consistently outperform.
Other screeners stop at past-year returns. Factor Screener checks every possible rolling-return window and outperformance metric, so you can see which funds keep beating their benchmark again and again.
FundDrawdownSortinoUlcer
ICICI Pru Large Cap Fund77.62%91.59%86.49%Kotak Large Cap Fund64.52%94.57%86.33%Canara Rob Large Cap Fund65.17%95.84%79.58%Sundaram Large Cap Fund57.57%100.00%81.74%Mahindra Manulife Large Cap Fund63.38%100.00%70.71%Edelweiss Large Cap Fund51.18%97.11%71.36%Nippon India Large Cap Fund77.22%65.75%75.67%SBI Large Cap Fund68.43%66.29%79.82%Aditya Birla SL Large Cap Fund64.93%56.39%80.88%UTI Large Cap Fund41.74%72.55%79.66%Mirae Asset Large Cap Fund50.28%77.10%61.19%Tata Large Cap Fund60.94%55.92%62.08%Invesco India Largecap Fund48.66%82.09%46.46%HDFC Large Cap Fund50.61%50.56%68.43%Axis Large Cap Fund30.76%73.62%63.55%DSP Large Cap Fund62.73%13.55%88.28%Bandhan Large Cap Fund49.39%45.60%61.03%JM Large Cap Fund41.17%51.96%58.58%Franklin India Large Cap Fund50.90%31.85%66.21%HSBC Large Cap Fund40.76%37.18%52.32%Union Largecap Fund51.55%18.90%54.72%Groww Largecap Fund37.43%27.01%53.95%LIC MF Large Cap Fund39.95%18.40%59.56%PGIM India Large Cap Fund44.67%1.74%64.93%ITI Large Cap Fund38.81%0.00%45.27%Taurus Large Cap Fund30.07%0.24%27.71%
Built differently
Do not chase last year's winner. Find the funds that keep winning.
We go beyond simple 1Y, 3Y, and 5Y return tables with rolling returns, benchmark beat rates, and outperformance consistency across thousands of time periods.
Clear by default
See how often, how consistently, and by how much a fund outperformed instead of relying on one lucky trailing-return snapshot.
Only the useful filters
Start with the full mutual fund universe, then narrow it with a focused set of research-backed signals.
Sharper shortlists across the market.
Compare passive funds by investor-relevant tracking results, or scan stocks with proven momentum research before you go deeper.
Index fund screener
We skip tracking error and focus on what investors actually experience: tracking difference and the spread of fund returns.
Compare index fundsStocks screener
We combine the academically proven 12-1 momentum factor with Frog-in-the-Pan research to favor steady, persistent price moves.
Explore stocksRolling Outperformance Quality ranks funds by durable excess return.
Consistency tells you how often a fund beat its benchmark. Quality adds the missing part: the size of those wins, the pain of losses, and whether the excess return was stable across rolling CAGR windows.
ROQ=Rolling Outperformance QualityDurable excess return after downside penalties
+0.60xMedian Excess CAGR
+0.40xWinsorized Mean Excess CAGR
-0.75xDownside Pain
-0.50xTail Loss
-0.15xInstability
Each term is calculated from rolling CAGR excess return: fund rolling CAGR minus benchmark rolling CAGR. Higher is better, and the screener displays the result as percentage points.
Reward persistent alpha
Median excess CAGR carries the most weight, so a fund must win in the typical rolling window instead of relying on one strong period.
Reduce outlier noise
The mean is winsorized at the 5th and 95th percentiles, keeping unusually large one-off windows from dominating the score.
Penalize bad excess return
Downside pain, tail loss, and instability lower the score when a fund's outperformance comes with frequent or severe benchmark lag.
Find the right pick with Factor Screener
Not all the tools you need, but only the tools you need to make wise & effective investment decisions.